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Aktienindex
ARCH model
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Volatility
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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2
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Saved in:
3
Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan
;
Poon, Ser-Huang
;
Tawn, Jonathan
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
Saved in:
4
Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.
;
Rahman, Shafiqur
;
Zhong, Maosen
- In:
Journal of banking & finance
27
(
2003
)
10
,
pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
Saved in:
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